Funds Transfer Pricing Practices in International Financial Institutions
Short course
In Frankfurt am Main (Germany)
*Indicative price
Original amount in EUR:
3,590 €
Description
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Type
Short course
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Location
Frankfurt am main (Germany)
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Duration
2 Days
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Start date
Different dates available
This practical workshop addresses the key issues involved in Funds Transfer Pricing (FTP) systems in large commercial banks, drawing on best-practice models seen in the market.
The programme encompasses several case studies providing a solid understanding of the complexities of banking products encountered in most modern banks' on- and off-balance sheets.
By the end of the programme, participants will have learned how to best tailor market-based pricing mechanisms to suit their institutions' optimal strategic objectives.
Facilities
Location
Start date
Start date
About this course
Design and implement an effective FTP system suitable for your own institution´s business remit and strategy
Learn best practice on how banks apply FTP to gain a competitive edge in various customer segments
Calculate economic profitability for products, regions and customer clusters based on economic FTP
Build incentive schemes and identify subsidies for product classes
Bank treasurers and Treasury professionals
Management accountants
Internal controllers
Internal auditors
Risk controllers
Industry consultants
No prior knowledge is required for this course.
Reviews
This centre's achievements
All courses are up to date
The average rating is higher than 3.7
More than 50 reviews in the last 12 months
This centre has featured on Emagister for 16 years
Subjects
- FTP
- Net Funding
- Market
- International
- Financial
- Financial Training
- Fund Manager
- Fund derivatives
- Fund Management
- Budgeting
- Budgetary management
Teachers and trainers (1)
Andre Horovitz
Teacher
Andre Horovitz is the Founder of Financial Risk Fitness and has over 25 years of experience in the financial services industry. Mr Horovitz started his banking career at Lehman Brothers, where he was responsible for pricing, developing hedging strategies and marketing exotic interest rate derivatives. He subsequently held senior executive positions at Oliver, Wyman & Co., Commerzbank, HVB Group (currently part of Unicredit), Nagler & Company and was Chief Risk Officer at Erste Bank and Credit Suisse. He is a frequent speaker at conferences and a contributor to various industry journals.
Course programme
The Basics
- Objectives of FTP
- Product / Customer / BU Profitability Analysis
- Compensation Reference Anchor
- Tool for Strategic Development Planning
- Budgeting
- Net Funding
- Pooled Method
- Opportunity Cost of Funds – Single Asset / Liability Method
- Maturity Matched Funding
- Spot based
- Spot + Spread
- Time Weighted Moving Average
- Other
- Segment / Branch Profitability
- Compensation
- Budgeting
Practical Applications
- Liquidity adjusted FTP
- Spread Volatility reflected in FTP / Opportunity Cost of Funds
- FX Transfer Rates – Best practices
Special Features and modern Governance Issues
- Dealing with non-maturing products – Margin stabilization principles
- FTP for structured products
- Credit Treasury Constructs – FTP for default / migration risk
Funds Transfer Pricing Practices in International Financial Institutions
*Indicative price
Original amount in EUR:
3,590 €